Article contents
Comonotonic additive operators and their representations
Published online by Cambridge University Press: 19 July 2001
Abstract
In a recent illuminating paper, June M. Parker [5] discussed Choquet integral representations of comonotonic additive functionals and related concepts. In our paper we provide a generalization of the Choquet integral and use this to obtain an integral representation for comonotonic additive operators.
- Type
- Research Article
- Information
- Copyright
- 1999 Glasgow Mathematical Journal Trust
- 2
- Cited by